DSL grammar¶

The qkt DSL is a small declarative language for trading strategies. This page documents every accepted keyword and shape.

Living reference

Maintained alongside the parser. Discrepancies are bugs — file an issue.

File-level shapes¶

Every .qkt file is one of:

STRATEGY — a single strategy, the most common case
PORTFOLIO — a composition of strategies with regime-gated activation (Phase 13b/14)

STRATEGY¶

STRATEGY <name> VERSION <int>

[ DEFAULTS { ... } ]

SYMBOLS
    <alias> = <BROKER>:<symbol> EVERY <timeframe>
    [ ... more streams ... ]

[ LET <name> = <expression> ... ]

RULES
    WHEN <condition>
    THEN <action> [ ; <action> ... ]
    [ ... more rules ... ]

[ FOR EACH <ident> IN <stream-list> DO ... ]

PORTFOLIO¶

PORTFOLIO <name> VERSION <int>

[ SYMBOLS ... ]

IMPORT '<path>' AS <alias> [ HOLD ]
[ ... more imports ... ]

RULES
    [ WHEN <condition> ] RUN <alias>
    [ ... more rules ... ]

HOLD keeps a child's positions when the supervisor deactivates it. Without HOLD, deactivation flattens.

Stream declaration¶

<alias> = <BROKER>:<symbol> EVERY <timeframe>

<BROKER> resolves against the broker registry: built-ins (BACKTEST, BYBIT, INTERACTIVE, ALPACA) plus any profile in qkt.config.yaml (e.g. EXNESS, ICMARKETS).
<symbol> is the canonical symbol qkt sees (EURUSD, BTCUSDT). Per-broker translation (suffix, alias) happens at the broker boundary — see broker integration.
<timeframe> is 1m, 5m, 15m, 1h, 1d, etc. Drives the candle aggregator.

Actions¶

Action	Effect
`BUY <stream> [SIZING ...] [BRACKET ...] [STACK ...]`	Long entry
`SELL <stream> [SIZING ...] [BRACKET ...] [STACK ...]`	Short entry
`CLOSE <stream>`	Flatten position on the stream's symbol
`CLOSE_ALL`	Flatten every open position
`CANCEL <stream>`	Cancel pending orders on the stream's symbol
`CANCEL_ALL`	Cancel all pending orders
`LOG [LEVEL] "<msg>" [field=expr ...]`	Emit a log line — see logging and Phase 15

Sizing¶

SIZING <quantity>
SIZING <pct> PCT OF (EQUITY | BALANCE)
SIZING <usd> USD
SIZING POSITION(<stream>)              -- full current position

Bracket¶

BRACKET STOP_LOSS BY <pct> PCT TAKE_PROFIT BY <pct> PCT
BRACKET STOP_LOSS AT <price-expr> TAKE_PROFIT AT <price-expr>
BRACKET STOP_LOSS BY ATR(<symbol>, 14) * 2

The compiler routes BRACKET to native broker support if the broker has the BRACKET capability (MT5, PaperBroker), else falls back to engine-managed SL/TP via separate orders.

Stack (Phase 13a)¶

BUY btc SIZING 0.1 STACK 3 SPACING 100 ABOVE WITHIN 1h
BUY btc STACK [ 0.1, 0.2 AT entry + 100, 0.3 LIMIT AT entry + 200 ]

Pyramiding — one signal becomes N price-triggered entries.

Expressions¶

Literals¶

Number: 100, 1.5, 0.001
Boolean: TRUE, FALSE
String (in LOG field positions only): 'BUY', "BUY"

Stream fields¶

<stream>.close, .open, .high, .low, .volume

Indicators¶

ema(<stream>, <period>), sma(...), rsi(...), atr(<symbol>, <period>), vwap(...), etc.
See com.qkt.indicators.catalog.* for the full list (linked from the API reference)

Operators¶

Arithmetic: + - * / %
Comparison: < <= > >= = !=
Boolean: AND OR NOT
Crosses: <a> CROSSES ABOVE <b>, CROSSES BELOW
Ranges: <x> BETWEEN <lo> AND <hi>, <x> IN [<a>, <b>, <c>]
Conditional: CASE WHEN <cond> THEN <expr> [ELSE <expr>] END

Account / position references¶

ACCOUNT.equity, ACCOUNT.balance, ACCOUNT.realized_pnl, ACCOUNT.unrealized_pnl, ACCOUNT.total_pnl
POSITION.<stream> — current quantity (signed)
POSITION.<stream>.entry_price, .pnl, .unrealized_pnl, .realized_pnl, .holding_duration

Defaults¶

DEFAULTS {
    sizing = 1.0
    stopLoss = childBy(atr(SYMBOL, 14) * 2)
    takeProfit = childRr(3.0)
    tif = GTC
}

Apply to every action that doesn't override.

LET clauses¶

LET dailyAtr = atr(btc, 14)
RULES
    WHEN btc.close > btc.close - dailyAtr
    THEN BUY btc

Reusable expression aliases. Evaluated lazily per tick.

FOR EACH¶

FOR EACH s IN btc, gold, aapl DO
    rule { whenever(s.close gt 0) then { buy(s) } }

Iterates over streams; the loop variable substitutes textually into the rule body. Phase 11.